Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.569 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47940.32 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46545.36 Kr¶

PnL: ---------------------------------------> -343.21 Kr¶

DD now: ---------------------------------> -1.418 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:53:18.754350'

Anic Portfolio¶

Today¶

Return: -0.09 %¶

This Week¶

Return: 0.057 %¶

Total¶

Return: 56.944 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.130000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 -0.620000 2821.000000 185.000000 7.020000 2636.000010
Corem Property Group B 59 1.300000 641.330000 64.330000 11.150000 576.999999
AcadeMedia 12 0.400000 604.800000 47.800000 8.580000 557.000004
HMS Networks 2 -0.500000 713.600000 40.600000 6.030000 673.000000
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
Boozt 12 0.280000 1693.200000 39.200000 2.370000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -0.910000 393.400000 38.400000 10.820000 355.000000
Resurs Holding 22 -0.110000 603.020000 29.020000 5.060000 573.999998
SAAB B 8 0.070000 3405.600000 28.600000 0.850000 3377.000000
Intrum 4 0.150000 547.200000 20.200000 3.830000 527.000000
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
OEM International B 7 -0.390000 542.500000 14.500000 2.750000 527.999997
Eastnine 4 -0.790000 504.800000 13.800000 2.810000 491.000000
Swedbank A 3 1.450000 576.750000 12.750000 2.260000 564.000000
Securitas B 6 0.480000 582.720000 12.720000 2.230000 570.000000
Coor Service Management Hold. 8 -0.510000 544.000000 12.000000 2.260000 532.000000
Nordea Bank Abp 29 0.570000 3463.760000 9.760000 0.280000 3453.999992
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.000000 248.880000 2.880000 1.170000 246.000000
Handelsbanken A 5 0.410000 548.250000 2.250000 0.410000 546.000000
CTEK 13 -0.100000 536.120000 2.120000 0.400000 533.999999
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -0.780000 558.800000 -15.200000 -2.650000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.300000 567.500000 -27.070000 -4.550000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 -0.790000 547.200000 -65.800000 -10.730000 612.999432
Axfood 13 0.070000 3663.400000 -92.600000 -2.470000 3756.000001
OX2 18 -0.880000 1427.400000 -236.600000 -14.220000 1663.999992
Fasadgruppen Group 35 -0.400000 3482.500000 -328.500000 -8.620000 3810.999990
Ovzon 52 0.360000 2922.400000 -439.600000 -13.080000 3361.999992
TOTAL 46545.360000 -343.210000 -1.418% 46888.564618

Updated:¶

'2023-01-24 09:53:31.232098'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶